+84.4%
TSM vs PBR
+70.4%
+14.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.8% |
| 7D | +2.7% | +8.6% | -5.9% | +2.9% |
| 30D | +3.6% | +12.8% | -9.2% | +3.9% |
| 3M | -3.4% | +14.7% | -18.0% | -2.8% |
| 6M | +20.6% | +25.2% | -4.6% | +16.6% |
| YTD | +41.9% | +77.1% | -35.3% | +29.8% |
| 1Y | +84.4% | +69.6% | +14.8% | +69.0% |
| All | +84.4% | +70.4% | +14.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling